The Lava Tunnel: A great tour of a lava cave near Reykjavik. Take the standard tour, the extreme one is in a pitch black tunnel with uneven floor. It requires skill and courage (never experienced the extreme tour atm)

Lava Centre: small but interesting museum about how a volcano erupts and about some icelandic volcanoes.

Blue Lagoon: the most famous hot water baths in Iceland. Book well in advance, even in winter it is pretty crowded.